+11.3%
CTSH vs DFNS
-99.9%
+111.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | -2.7% | -16.0% | +13.3% | -2.7% |
| 30D | +12.4% | -77.7% | +90.1% | +12.7% |
| 3M | +17.4% | -77.2% | +94.6% | +16.8% |
| 6M | -3.1% | -95.2% | +92.1% | -3.6% |
| YTD | -23.6% | -98.0% | +74.4% | -24.0% |
| 1Y | -10.8% | -98.3% | +87.4% | -11.4% |
| 3Y | -8.3% | -99.9% | +91.6% | -12.5% |
| 5Y | -11.3% | -99.9% | +88.5% | -12.0% |
| All | +11.3% | -99.9% | +111.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling